+82.3%
HST vs UPRO
+95.9%
-13.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +3.6% | +7.4% | -3.8% | +0.8% |
| 30D | +11.2% | -7.9% | +19.1% | +14.1% |
| 3M | +13.1% | -12.0% | +25.1% | +17.7% |
| 6M | +23.9% | -2.0% | +25.9% | +22.8% |
| YTD | +52.3% | +20.4% | +31.9% | +38.8% |
| 1Y | +56.7% | +24.5% | +32.2% | +40.7% |
| 3Y | +87.5% | +224.4% | -136.9% | +10.5% |
| All | +82.3% | +95.9% | -13.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling